+429.2%
MDY vs ACM
+250.2%
+179.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +3.0% | +5.1% | -2.0% | +0.8% |
| 30D | +0.8% | +18.7% | -17.9% | -6.5% |
| 3M | -5.1% | +15.5% | -20.6% | -11.5% |
| 6M | +1.2% | +1.2% | 0.0% | -1.0% |
| YTD | +12.5% | -25.2% | +37.7% | +24.2% |
| 1Y | +13.8% | -46.3% | +60.0% | +44.9% |
| 3Y | +56.4% | -9.6% | +66.0% | +56.5% |
| 5Y | +35.3% | +4.4% | +30.9% | +26.4% |
| 10Y | +167.7% | +129.3% | +38.4% | +68.9% |
| All | +429.2% | +250.2% | +179.1% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling